+38,954.9%
WSM vs RVTY
+2,885.1%
+36,069.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +2.0% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | +5.1% | +1.5% | +3.6% | +4.2% |
| 3M | +5.1% | +31.5% | -26.3% | -5.2% |
| 6M | +48.6% | +62.7% | -14.1% | +24.1% |
| YTD | +44.2% | +60.0% | -15.8% | +20.5% |
| 1Y | +38.1% | +65.7% | -27.6% | +13.9% |
| 3Y | +257.2% | +85.2% | +172.0% | +181.8% |
| 5Y | +165.1% | -14.9% | +180.0% | +165.5% |
| 10Y | +1,123.6% | +211.9% | +911.7% | +705.8% |
| All | +38,954.9% | +2,885.1% | +36,069.8% | +11,490.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling